Though some states automatically allow a state extension when a federal extension is accepted, this isn't true of all states. Each state has its own rules. I'm sharing a TurboTax FAQ below that will explain what was expected by NYS when you filed your federal extension.
https://ttlc.intuit.com/community/extensions/help/do-i-need-to-file-a-state-extension-if-so-how-do-i...
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